策略不会开仓或平仓

Question

我的策略不会打开或关闭任何头寸，我不知道为什么。 它使用带有追踪止损的 EMA 和 MACD。 它在 EMA7 穿过 EMA14 并且 MACD 信号穿过 MACD 变量时打开。 任何帮助将不胜感激。

strategy('EMA and MACD with Trailing Stop Loss',
         overlay=true,
         initial_capital=1000,
         process_orders_on_close=true,
         default_qty_type=strategy.percent_of_equity,
         default_qty_value=30,
         commission_type=strategy.commission.percent,
         commission_value=0.1)

showDate = input(defval=true, title='Show Date Range')
timePeriod = time >= timestamp(syminfo.timezone, 2022, 1, 1, 0, 0)
notInTrade = strategy.position_size <= 0

// EMAs 
fastEMA = ta.ema(close, 7)
slowEMA = ta.ema(close, 14)
plot(fastEMA, color = color.blue)
plot(slowEMA, color = color.green)
buyCondition1 = ta.crossover(fastEMA, slowEMA)


// DMI and MACD inputs and calculations
[macd, macd_signal, macd_histogram] = ta.macd(close, 12, 26, 9)
buyCondition2 = ta.crossover(macd_signal, macd)


// Configure trail stop level with input options
longTrailPerc = input.float(title='Trail Long Loss (%)', minval=0.0, step=0.1, defval=3) 
* 0.01
shortTrailPerc = input.float(title='Trail Short Loss (%)', minval=0.0, step=0.1, 
defval=3) * 0.01

// Determine trail stop loss prices
longStopPrice = 0.0
shortStopPrice = 0.0

longStopPrice := if strategy.position_size > 0
    stopValue = close * (1 - longTrailPerc)
    math.max(stopValue, longStopPrice[1])
else
    0

shortStopPrice := if strategy.position_size < 0
    stopValue = close * (1 + shortTrailPerc)
    math.min(stopValue, shortStopPrice[1])
else
    999999


if (buyCondition1 and buyCondition2 and notInTrade and timePeriod)
    strategy.entry(id="long", direction = strategy.long)

strategy.exit(id="long", stop = longStopPrice, limit = shortStopPrice)

Answer 1

以下意味着这两种情况必须发生在同一根蜡烛上。 是这样吗？

buyCondition1 and buyCondition2

也许做这样的事情？

buyCondition1 = fastEMA > slowEMA

// DMI and MACD inputs and calculations
[macd, macd_signal, macd_histogram] = ta.macd(close, 12, 26, 9)
buyCondition2 = ta.crossover(macd_signal, macd)